Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47972.14 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46577.26 Kr¶

PnL: ---------------------------------------> -311.31 Kr¶

DD now: ---------------------------------> -1.353 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 17:13:33.285195'

Anic Portfolio¶

Today¶

Return: 0.923 %¶

This Week¶

Return: 0.923 %¶

Total¶

Return: 57.048 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 3.010000 2877.000000 241.000000 9.140000 2636.000010
Beijer Electronics Group 26 0.830000 3161.600000 190.600000 6.420000 2971.000006
Corem Property Group B 59 6.790000 686.760000 109.760000 19.020000 576.999999
Samhällsbyggnadsbo. i Norden B 20 7.530000 457.000000 102.000000 28.730000 355.000000
HMS Networks 2 0.670000 716.800000 43.800000 6.510000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 1.260000 1691.400000 37.400000 2.260000 1653.999996
Midsona B 63 2.660000 607.950000 24.950000 4.280000 582.999984
Samhällsbyggnadsbo. i Norden D 12 4.070000 269.760000 23.760000 9.660000 246.000000
OEM International B 7 2.220000 548.800000 20.800000 3.940000 527.999997
Nordea Bank Abp 29 0.720000 3474.200000 20.200000 0.580000 3453.999992
Fastighetsbolag. Emilshus Pref 21 3.550000 581.700000 19.700000 3.510000 562.000005
MedCap 2 3.300000 438.000000 17.000000 4.040000 421.000000
Coor Service Management Hold. 8 0.510000 548.800000 16.800000 3.160000 532.000000
Intrum 4 2.070000 543.400000 16.400000 3.110000 527.000000
Karnov Group 9 0.000000 551.700000 15.700000 2.930000 536.000004
Essity A 4 0.520000 1164.000000 15.000000 1.310000 1149.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Resurs Holding 22 0.040000 585.200000 11.200000 1.950000 573.999998
CTEK 13 5.050000 544.050000 10.050000 1.880000 533.999999
Essity B 2 0.900000 581.600000 7.600000 1.320000 574.000000
Norva24 Group 16 -0.640000 549.760000 6.760000 1.240000 543.000000
AcadeMedia 12 0.430000 563.760000 6.760000 1.210000 557.000004
Handelsbanken A 5 0.550000 548.750000 2.750000 0.500000 546.000000
Creaspac SPAC 6 -0.100000 578.400000 1.400000 0.240000 577.000002
Swedbank A 3 0.590000 564.300000 0.300000 0.050000 564.000000
Securitas B 6 1.060000 569.640000 -0.360000 -0.060000 570.000000
SAAB B 8 1.510000 3332.000000 -45.000000 -1.330000 3377.000000
International Petroleum Corp. 5 3.270000 537.500000 -57.070000 -9.600000 594.565215
Sampo Oyj SDB 7 0.740000 3790.500000 -59.500000 -1.550000 3850.000000
Vivesto 1368 2.510000 546.930000 -66.070000 -10.780000 612.999432
OX2 18 -1.880000 1505.700000 -158.300000 -9.510000 1663.999992
Axfood 13 0.800000 3584.100000 -171.900000 -4.580000 3756.000001
Ovzon 52 0.350000 3005.600000 -356.400000 -10.600000 3361.999992
Fasadgruppen Group 35 -2.020000 3395.000000 -416.000000 -10.920000 3810.999990
TOTAL 46577.260000 -311.310000 -1.35256% 46888.564618

Updated:¶

'2023-01-16 17:13:46.104998'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶